{"ok":true,"asset":"hl-pred-ecuador-442","type":"hl-pred","now":1781959417360,"prediction":{"outcomeId":442,"name":"Ecuador","slug":"ecuador-442","sides":[{"name":"Yes","price":0.863385},{"name":"No","price":0.136615}]},"snapshot":{"fetchedAt":1781959413733,"ageMs":3627,"stale":false},"stats":{"n":46,"range":{"min":0.86028,"max":0.88462,"span":0.024339999999999917},"moments":{"mean":0.8768597826086955,"stdev":0.005943072340177227,"cv":0.006777676953658807,"skew":-0.7070636921811451,"kurtosis":-0.1890636714755658,"ci95":{"lo":0.8751423165143402,"hi":0.8785772487030508,"halfWidth":0.0017174660943553533}},"returns":{"mean":-0.00044266666666666527,"stdev":0.0035648807196671396,"annualisedVol":0.33365455342042233,"sharpe":null,"sortino":null,"calmar":null,"sharpeAdjAC":null,"omega":0.5864646045256391,"skew":0.5498726849332164,"kurtosis":6.322588414637353,"gainToPain":0.5864646045256391,"returnMode":"diff","framing":"horizon","sharpeSuppressedReason":"bounded binary probability — √periodsPerYear annualisation is dimensionless; see the horizon block"},"horizon":{"daysToResolve":0,"barsPerDay":24,"totalBars":0,"perDayMove":0.017464277514140345,"perHorizonMove":0.0035648807196671396,"terminalVariance":0.12019832159999996,"resolvedFrom":null,"available":false},"risk":{"var95":0.0071739999999999885,"var99":0.009465999999999974,"es95":0.008753333333333316,"es90":0.007449999999999979,"es99":0.010059999999999958,"esTailConcentration":1.0025575447570114,"ulcerIndex":0.010595638428114175,"cdar95":0.02329437121777327,"drawdownAtRisk95":0.019935113382017058,"sterling":null,"tailIndex":null,"tailIndexWide":null,"maxDrawdown":0.027514639054057016,"drawdownPeak":0.88462,"drawdownTrough":0.86028,"drawdownDurationBars":20},"structure":{"hurst":0.9588441187196955,"autocorr1":-0.07093791679944271,"autocorr2":-0.13115561799111955,"trendT":-6.55707271626916,"halfLifeMR":5.9104314877665525,"permEntropy":0.8667130071262258,"permEntropyTieFrac":0.6976744186046512,"rollSpreadBps":21.879925945401506},"tests":{"jarqueBera":{"stat":77.22105776146714,"p":1.7047486835014958e-17,"reject":true},"ljungBox":{"stat":5.35083644814154,"p":0.37476304229007207,"reject":false},"ljungBoxProfile":[{"lag":1,"stat":0.2418881296425329,"p":0.6286123984749674,"reject":false},{"lag":2,"stat":1.0879764742073632,"p":0.5861651246790518,"reject":false},{"lag":3,"stat":1.6295897525290899,"p":0.6569504676063402,"reject":false},{"lag":5,"stat":5.35083644814154,"p":0.37476304229007207,"reject":false},{"lag":10,"stat":8.439089020305774,"p":0.5870173917068905,"reject":false}],"adf":{"stat":-1.1262540828016874,"p":0.7050910804438194,"reject":false,"criticalValue":-2.86},"kpss":{"stat":0.779538801425306,"p":0.007984178474889367,"reject":true,"criticalValue":0.463},"runs":{"stat":1.8121262068887778,"p":0.06996658886253293,"reject":false,"runs":14,"n1":8,"n2":11},"varianceRatio":{"stat":-0.7845419540189796,"p":0.4327220384263324,"reject":false,"vr":0.7812017026444616,"horizon":4}},"verdict":{"regime":"calm","stationary":"no","autocorrelated":false,"efficient":true,"tailRisk":"normal"}},"kelly":{"implied":{"b":0.15823184326806702,"f":0,"raw":0}}}